Masterplast Nyrt Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, May 5th, 2026
1 Day
5,122.10
increased by 888.40
1 Week
4,508.65
increased by 274.95
1 Month
4,998.01
increased by 764.31
Analysis last updated: Tuesday, May 5, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0476 | 1.63 | |
| 0.0301 | 17.35 | |
| 0.9714 | 685.04 | |
| -0.0029 | -0.53 |
Estimation Period:
Oct 9, 2012 to Apr 30, 2026
Oct 9, 2012 to Apr 30, 2026
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